By by Hrishikesh (Rick) D. Vinod, Derrick Reagle

Sub Title : Incorporating Downside Risk in Stock Market Investments

Written by : by Hrishikesh (Rick) D. Vinod, Derrick Reagle

Subject Category : Business

about this book

A timely approach to downside risk and its role in stock market investments When dealing with the topic of risk analysis, most books on investments treat downside and upside risk equally. Preparing for the Worst takes an entirely novel approach by focusing on downside risk and explaining how to incorporate it into investment decisions. Highlighting this asymmetry of the stock market, the authors describe how existing theories miss the downside and follow with explanations of how it can be included. Various techniques for calculating downside risk are demonstrated. This book presents the latest ideas in the field from the ground up, making the discussion accessible to mathematicians and statisticians interested in applications in finance, as well as to finance professionals who may not have a mathematical background. An invaluable resource for anyone wishing to explore the critical issues of finance, portfolio management, and securities pricing, this book: Incorporates Value at Risk into the theoretical discussion Uses many examples to illustrate downside risk in U.S., international, and emerging market investments Addresses downside risk arising from fraud and corruption Includes step-by-step instructions on how to implement the methods introduced in this book Offers advice on how to avoid pitfalls in calculations and computer programming Provides software use information and tips Wiley; November 2004 ISBN 9780471686514 Read online, or download in secure PDF format Title: Preparing for the Worst Author: Hrishikesh (Rick) D. Vinod; Derrick Reagle Imprint: Wiley-Interscience Subject categories Business > Finance Business > Investments & Securities ISBNs 0471686514 9780471234425 9780471686514 About The Author HRISHIKESH D. VINOD, PhD, is Director of the Institute for Ethics and Economic Policy and Professor of Economics at Fordham University in New York. He is also a Fellow of the International Institute of Public Ethics and of the Journal of Econometrics. DERRICK P. REAGLE, PhD, is Associate Chair for Graduate Studies in the Department of Economics at Fordham University.

About The authore

DERRICK P. REAGLE, PhD, is Associate Chair for Graduate Studies in the Department of Economics at Fordham University.

Related subjects

Business - Finance Business - Investments & Securities

ISBN

0471686514 - 9780471234425 - 9780471686514

In The Press:

HRISHIKESH D. VINOD, PhD, is Director of the Institute for Ethics and Economic Policy and Professor of Economics at Fordham University in New York. He is also a Fellow of the International Institute of Public Ethics and of the Journal of Econometrics.